The Davidson-Fletcher-Powell penalty function method--a generalized iterative technique for solving parameter optimization problems
Ivan L. Johnson, Lyndon B. Johnson Space Center, United States. National Aeronautics and Space Administration
National Aeronautics and Space Administration, 1976 - Mathematics - 21 pages
The Fletcher-Powell version of the Davidon variable metric unconstrained minimization technique is described. Equations that have been used successfully with the Davidon-Fletcher-Powell penalty function technique for solving constrained minimization problems and the advantages and disadvantages of using them are discussed. The experience gained in the behavior of the method while iterating is also related.
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approximately Astrodynamics atmospheric and exoatmospheric central differences closed-form gradients computed accurately computer storage conjugate conjugate gradient method constrained minimization problems control inequality constraints cubic fit method Davidon-Fletcher-Powell penalty function DFP method DFP penalty function direction of search directional derivative double-precision arithmetic dp/dy equation 23 Error Function Method exoatmospheric flight optimization exterior penalty function flight optimization problems four points golden section method Gradient Projection Method gradient vector i-th iteration I. L. Johnson identity matrix indicated itera iterative methods Johnson Space Center Kelley linear assumptions minimiza Minimization Using Search Nonlinear Programming nonquadratic function numerical gradient obtained One-Dimensional Minimization one-dimensional search optimal electronics problem PARAMETER OPTIMIZATION PROBLEMS parameter vector penalty func penalty function method penalty function technique performance function quadratic convergence quadratic function region of convergence requires restart of H Search by Golden Section and Cubic section method ref slope solving constrained minimization steepest descent symmetric matrix TECHNIQUE FOR SOLVING